+9,303.7%
FTNT vs ICE
+766.0%
+8,537.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.0% |
| 7D | -5.8% | -0.7% | -5.2% | -5.6% |
| 30D | -4.8% | +7.6% | -12.4% | -8.4% |
| 3M | +4.4% | +13.9% | -9.5% | -3.3% |
| 6M | +88.8% | -2.4% | +91.1% | +89.4% |
| YTD | +96.8% | +0.3% | +96.6% | +93.2% |
| 1Y | +104.5% | -6.4% | +110.9% | +107.5% |
| 3Y | +156.8% | +43.1% | +113.7% | +102.9% |
| 5Y | +144.1% | +42.1% | +101.9% | +93.5% |
| 10Y | +2,021.8% | +220.9% | +1,800.8% | +1,028.0% |
| All | +9,303.7% | +766.0% | +8,537.7% | +3,037.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling